The recent coronavirus turmoil gave a fascinating insight into the way different factors behave during periods of market stress. Academically proven factors such as low volatility offered investors unique ways to either exploit alpha and reduce risk through rules-based, systematic strategies.The heightened volatility has done little to affect investor appetite for smart beta which recently surpassed the $1trn assets mark. Studying how factors performed during this period will be a constant theme throughout the event while there will also be a deep dive into the product innovation taking place in the space.ESG also came through coronavirus with flying colours as investors continued to pile into sustainable ETFs despite almost all other areas of the market seeing outflows. Why this was and whether there is anything stopping the green revolution will also be analysed.This digital event will bring together some of the brightest minds from across the quantitative investing landscape to explore a whole range of areas within the smart beta, factor and ESG investing ecosystem.The two-day event, taking place on 23-24 September, is exclusively aimed at investors from the institutional, wealth management and private banking spaces. Participation is subject to approval by ETF Stream.